Combining Machine Learning and Effective Feature Selection for Real-time Stock Trading in Variable Time-frames. (arXiv:2107.13148v2 [q-fin.TR] UPDATED)

The unpredictability and volatility of the stock market render it challenging
to make a substantial profit using any generalised scheme. Many previous
studies tried different techniques to build a machine learning model, which can
make a significant profit in the US stock market by performing live trading.
However, very few studies have focused on the importance of finding the best
features for a particular trading period. Our top approach used the performance
to narrow down the features from a total …

arxiv feature feature selection learning machine machine learning real-time stock time trading